p阶自回归模型 meaning in Chinese
ar model
Examples
- A important result is the one - orde r expression of ar ( p ) yt = dyt - 1 + e , from paralleling a high - order differential equation transformation into a one - order differential equation system , the one - order expression exposes that the ar ( p ) is only a certain more - multivariable power series process and , if a process is described as an ar ( p ) , the sufficient and necessary condition is the spectrum norm a of the coefficient matrix d less than one . simplification of ar ( p ) not only brings about orthogonal f ( h ) but also provides global foretelling formula
作者用高阶微分方程化一阶微分方程组的方法，获得多元弱平稳序列p阶自回归模型的一步滑动平均表达式，证明了ar ( p )的是一个更高维的幂级数的线性过程，从而，说明了ar ( p )关于序列依概率成立的充要条件是：该模型更高维的幂级数的线性过程的表达式中系数矩阵d的谱范数1 。